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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
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2023
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This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
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A dynamic analysis of the bank of Japan’s ETF/REIT purchase program
Mita, Daiya
;
Nishimura, Kiyohiko
;
Saito, Taiga
; …
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2023
Persistent link: https://www.econbiz.de/10014383904
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3
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
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2020
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Revised in October 2020
Persistent link: https://www.econbiz.de/10012888511
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4
A new interval type-2 fuzzy logic system under dynamic environment : application to financial investment
Takahashi, Akihiko
;
Takahashi, Soichiro
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2020
Persistent link: https://www.econbiz.de/10012888516
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5
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
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2022
-
Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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6
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
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2022
-
Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
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7
Multi-agent model based proactive risk management for equity investment
Mita, Daiya
;
Takahashi, Akihiko
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2022
Persistent link: https://www.econbiz.de/10014287865
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8
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
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9
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
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2023
Persistent link: https://www.econbiz.de/10014289142
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10
A finite agent equilibrium in an incomplete market and its strong convergence to the mean-field limit
Fujii, Masaaki
;
Takahashi, Akihiko
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2020
Persistent link: https://www.econbiz.de/10013334658
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